@thhmas: I have a company rebate from my previous work that’s still good with Elfa, so their prices - especially if I go there to pick up my stuff, are kinda good then. The prices for the great unwashed - not so much - some caps and passives can be really cheap there.
Otherwise, Electrokit is good for lots of basic stuff like resistors, caps, some pots, cable, IC sockets, op-amps and standard logic. Otherwise, I’m shopping consolidated orders every 2nd month at any of: Banzai (DE) - they have Vactrols and lots of odd but nifty stuff, Rapid (UK) - OLEDs and some great knobs, Reichelt (DE) - cheap and not so bad at all for shipping, Digi-Key(US), Mouser (US), Farnell (UK) and sometimes RS (UK). Some really odd stuff I get from Ebay. I hear that Musikding (DE) is good too - hafta check them out!
Specialties for Synth-DIY: kits, PCBs and matched transistors etc can be bought at Thonk (UK), Synthcube (US) and at Bridechamber (US). All of these have been great for various things over the years. SmashTV for MIDIbox stuff comes with recommendations!
My recommendation is to pool your orders, get stuff with friends etc, and you’ll save on shipping.